Using second-order probabilities to make maximum entropy approach to copulas more reasonable
© 2014 by the Mathematical Association of Thailand. All rights reserved. Copulas are a general way of describing dependence between two or more random variables. When we only have partial information about the dependence, i.e., when several different copulas are consistent with our knowledge, it is...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Journal |
| Published: |
2018
|
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907253524&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45640 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
Similar Items
How to detect linear dependence on the copula level?
by: Vladik Kreinovich, et al.
Published: (2018)
by: Vladik Kreinovich, et al.
Published: (2018)